/ 8 July 1994

Foul Smell Of Front Running

Gilts & greed: A Boere mafia accused and dealer denials of insider trickery

Jaques Magliolo

Stockbroker James is a broken man. His hands shake, he chain smokes and his memory falters repeatedly. There is no doubt that he is also scared and financially bankrupt.

He is now, indeed, a far cry from the stockbroker I knew a mere 12 months ago, when he could – on a daily basis – easily handle and trade in multi-million Rand deals. Each day he would go to his office and watch the markets, advise clients to buy, sell, hold or accumulate a host of financial instruments available on the Johannesburg Stock Exchange. And he would judge market movements with monotonous accuracy.

To make matters worse, a mere three weeks ago he telephoned me to say he had information about fraud taking place in the capital market. “Come and see me,” he said, “and I will tell you about a billion rand insider trading fraud taking place in bonds that will make the Greg Blank case seem like a joke.”

He assured me he had names, places, dates, and other details on how the fraud is being perpetrated. “It is conducted by an exclusive clique of Afrikaans dealers known in the market as The Boere Mafia,” he said.

But now he can hardly string a sentence together. “There is a fraud taking place,” he keeps repeating. “Tell me about it,” I urge, but all he can say is “violence accompanies ruthless insiders”.

Was he threatened? All he could say is: “It would be unwise to shit on my own doorstep”.

He is adamant that insider trading in the capital market “is widespread” and indicated that “the JSE is investigating at least one of two known frauds”.

The allegations relate mainly to two gilt dealers who “suddenly left a major stockbroker in December to start up their own business with millions of rands made out of front- running operations.

Front running is a major problem for exchanges around the world and takes place when a dealer purchases a quantity of a financial instrument – shares, gilts or futures – for a client. Instead of immediately registering the deal in his client’s name, he waits for pertinent market statistics to be released and for the instrument rate to improve. He then registers a portion of the purchase to himself or to a third party and tells the client that he could not fill the full order.

The instrument is then sold and the profits shared by the conspirators.

According to James, the pair amassed a fortune because of their connections within the Reserve Bank. The accusation is that one of the dealers, who was formerly employed by the Bank two-and-a-half years ago, was able to obtain important statistics prior to the Bank releasing them. This inside information was used in front-running gilt trades, generating huge profits for the dealers.

Other sources in the broking community confirm that this rumour about the two dealers is circulating on the trading floor.

The WM&G has decided at this stage not to identify the persons concerned.

The head of research of the stockbroking firm the pair had worked for until December was approached for comment. “I am unaware of any fraudulent action by the dealers,” he said, but confirmed they did leave the company in December.

The two dealers were traced and approached for comment. The senior partner said: “We did work in stockbroking before we started our own dealing company, but the amount we used to start our own firm was nowhere near R12-million” (the amount they are alleged to have amassed in the front-running operation).

However, he did confirm that the figure was in the seven digits, but said “this was money accumulated from salary over the 10 years spent as director and dealer for the broker” .

The partner denied they had traded for themselves, “All deals were done back-to-back.” This means that gilts were purchased and sold to and for clients only.

While insiders say that it is difficult to obtain any information from the authorities, they believe that the JSE was alerted of the possible fraud “because of the improved computerised systems to monitor registered deals,” says insider.

But another dealer says screen trading only takes place through banks and that the JSE dealers still use the open cry system, which impedes surveillance.

Contacting the JSE inspectorate proved as expected; vague and unhelpful, with the JSE inspectorate unavailable for comment.

“We’ve have been told not to talk to the press,” says surveillance director Rob Barrow’s office. “Maybe director of operation Neil Carter can help.” But Carter was at an “all day meeting”.

All that JSE president Roy Anderson was prepared to say was that “it would be inappropriate to comment as this might unfairly prejudice persons being asked to explain certain transactions. They might well provide satisfactory answers, but if not, then a full disciplinary subcommittee hearing would automatically be called and the results published in full.”

This statement does not constitute a denial of the rumours, nor does it squash any allegations of front running taking place in gilts.

The senior partner admits: “If someone had a government contact and obtained information before it was released to the public, and given the high volumes and small margins in the gilts market, it would be difficult for the JSE authorities to trace front running.”

Many analysts concur: “While trading in the equity market is tight, making front running easier to identify, trading in gilts makes it more of a gray area.”

This is illustrated by trading statistics. In the week ended 24 June 1994, the total nominal value of gilts purchased was R23-billion. This took place in 6 000 deals, which averages about R3,8-million a deal.

Comparatively, in the same week only R1,4-billion worth of shares were purchased, in 18 806 deals or an average of R75 700 per deal.

Take these figures and multiply them by the number of working weeks and you get a staggering estimated value of R1 150- billion worth of gilts traded in over 300 000 deals. Equities add up to R71,2-billion in 940 000 deals.

Without gilt trading being monitored via a computerised system, and given the vast quantities of trades and values of deals outlined above, there is no doubt that fraud becomes difficult to detect.

A dealer aptly summed up the JSE’s position: “To solve the problem, the authorities will probably do nothing, except establish a Katz-like commission to look into and recommend changes to present systems.”

That will take years and there is no certainty that recommendations will ever be adopted.